Analysis of the structured total least squares problem for Hankel/Toeplitz matrices (Q5948210): Difference between revisions
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Latest revision as of 08:28, 30 July 2024
scientific article; zbMATH DE number 1667966
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of the structured total least squares problem for Hankel/Toeplitz matrices |
scientific article; zbMATH DE number 1667966 |
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Analysis of the structured total least squares problem for Hankel/Toeplitz matrices (English)
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31 October 2001
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This paper concerns structured total least squares (STLS) for Hankel matrices (and claims that the methods of the paper extend to Toeplitz, block Hankel and block Toeplitz matrices). For a certain parametrization of rank-deficient Hankel matrices the STLS suffers from multiple local minima with properties depending on the parametrization, so that initial estimates are crucial, motivating a new initialization method, whose superior performance is illustrated by a speech compression problem.
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structured total least squares
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Hankel matrices
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Toeplitz matrices
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